Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-24 0.489742 0.548256 0.614562 0.696040 0.794565 0.911313 1.062386
2025-08-31 0.437628 0.514745 0.609089 0.735648 0.905333 1.131935 1.470707
2025-09-07 0.386323 0.469682 0.577153 0.730682 0.953273 1.280666 1.836254
2025-09-14 0.346045 0.431195 0.545416 0.716826 0.981725 1.405125 2.213132
2025-09-21 0.317619 0.404035 0.523934 0.711790 1.019411 1.551546 2.696261
2025-09-28 0.291795 0.377165 0.498782 0.696024 1.034839 1.662273 3.169665
2025-10-05 0.284871 0.375928 0.510219 0.738362 1.157190 2.013840 4.465777
2025-10-12 0.284746 0.384221 0.536568 0.809216 1.350188 2.602577 7.190220
2025-10-19 0.267643 0.365138 0.517290 0.796936 1.375078 2.809527 8.946026
2025-10-26 0.255157 0.352070 0.506302 0.797844 1.427980 3.118494 11.895407
2025-11-02 0.239272 0.332442 0.482510 0.771182 1.412996 3.225895 14.060685
2025-11-09 0.221651 0.308974 0.450430 0.724833 1.343361 3.135821 14.676841
2025-11-16 0.209455 0.294257 0.433515 0.709156 1.351602 3.336334 18.964761
2025-11-23 0.207135 0.295377 0.444152 0.750543 1.514666 4.222114 40.474746
2025-11-30 0.198276 0.285026 0.433391 0.745710 1.555234 4.672319 68.412028
2025-12-07 0.188972 0.273329 0.419200 0.731551 1.566339 5.010332 115.285536
2025-12-14 0.181648 0.264540 0.409648 0.726412 1.603343 5.533808 270.348296
2025-12-21 0.173560 0.253973 0.395965 0.710188 1.602484 5.859124 681.360492
2025-12-28 0.173111 0.256572 0.407399 0.753836 1.810203 7.888670 NaN
2026-01-04 0.175426 0.264153 0.429222 0.826952 2.161876 12.421705 NaN
2026-01-11 0.168904 0.255453 0.417781 0.814275 2.183273 13.758595 NaN
2026-01-18 0.164118 0.249657 0.411827 0.815214 2.262795 16.327684 NaN
2026-01-25 0.157060 0.239363 0.395937 0.787697 2.211422 16.724644 NaN